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Senior Associate, Derivatives Trade Analytics and Valuation

Capital One


Location:
McLean, VA
Date:
05/29/2017
Job Code:
capitalone2-R25613
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  • Management
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Job Details

Company Capital One

Job Title: Senior Associate, Derivatives Trade Analytics and Valuation

JobID: capitalone2-R25613

Location: McLean, VA, 22106, USA

Description: McLean 1 (19050), United States of America, McLean, Virginia



At Capital One, we’re building a leading information-based technology company. Still founder-led by Chairman and Chief Executive Officer Richard Fairbank, Capital One is on a mission to help our customers succeed by bringing ingenuity, simplicity, and humanity to banking. We measure our efforts by the success our customers enjoy and the advocacy they exhibit. We are succeeding because they are succeeding.



Guided by our shared values, we thrive in an environment where collaboration and openness are valued. We believe that innovation is powered by perspective and that teamwork and respect for each other lead to superior results. We elevate each other and obsess about doing the right thing. Our associates serve with humility and a deep respect for their responsibility in helping our customers achieve their goals and realize their dreams. Together, we are on a quest to change banking for good.



Senior Associate, Derivatives Trade Analytics and Valuation



Execute on key business processes, controls, and procedures associated with the financial risk management of Capital One’s derivative and investment portfolio trading activity



Run analytics and compile reports on trade performance based on forecasting, rate scenarios, and proposed trading strategies within an interest rate risk framework



Perform FAS 133 effectiveness testing for hedging programs



Create and manage requirements for Agile stories and support testing of new models and systems



Develop and maintain strong working relationship with IT and external vendors to ensure timely completion of valuation and analytics runs



Work closely with Accounting Policy, Infrastructure, and IT to implement new products, systems, and regulations, or to resolve trading and/or reporting-related issues



**Basic Qualifications:**



• Bachelor's degree or military experience



**Preferred Qualifications:**



• Bachelor's degree in Information Systems or Bachelor's degree in Finance

• Master's in Business Administration (MBA) or Certified Financial Analyst designation

• Knowledge of Interest Rate, FX, Commodities derivatives

• Advanced Excel skills with knowledge of macro writing and VB scripts

• Experience with financial trading and modeling applications, including Murex, Polypaths, QRM, TriplePoint, Wall Street Systems, and Bloomberg, or similar systems



At this time, Capital One will not sponsor a new applicant for employment authorization for this position.



At Capital One, we’re building a leading information-based technology company. Still founder-led by Chairman and Chief Executive Officer Richard Fairbank, Capital One is on a mission to help our customers succeed by bringing ingenuity, simplicity, and humanity to banking. We measure our efforts by the success our customers enjoy and the advocacy they exhibit. We are succeeding because they are succeeding.                                               


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